Least-squares autoregression with near-unit root

Regression-based seasonal unit root tests

Smith, R.J.
Taylor, A.R.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-15) / BLDSC - British Lib...

A comparison of the L_1-norm and least squares for analysing data with possible outliers

Al-Mansoob, M.A.K

January 1991

Available from British Library Document Supply Centre- DSC:DX173487 / BLDSC - British Library Docume...

Unit root tests and mean shifts

Edmonds, G.J.
O'Brien, R.
Podivinsky, J.M
Southampton Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.937(9215) / BLDSC - British Lib...

The sensitivity of autoregressive least squares

O'Brien, R.J.
Southampton Univ. (UK). Dept. of Economics

LD:3597.937(8231) / BLDSC - British Library Document Supply CentreSIGLEGBUnited Kingdo

Filtered least squares and measurement error

Blake, A.P.
Camba-Mendez, G.
National Inst. of Economic and Social Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.532(130) / BLDSC - British Libra...

Low-order spatially-distinct Latin squares

Martin, J
Sheffield Univ. (United Kingdom). Dept. of Probability and Statistics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:7769.086(SU-DPS-RR--449/95) / BLDSC ...

Least square approach to non-normal disturbances

Im, K.S
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.88(CU-DAE-WP--9603) / BLDSC - Br...

Autocorrelation-robust inference

Robinson, P.
Velasco, C.
Suntory and Toyota International Centres for Economics and Related Disciplines, London (United Kingdom). Economics of Industry Group

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(STICERD-DP-EM--96/316) / BLD...

Multiple point least squares equalisation in a room

Elliott, S.J.
Nelson, P.A
Southampton Univ. (United Kingdom). Inst. of Sound and Vibration Research

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:8715.888(ISVR-TR--165) / BLDSC - Bri...

A simple non-parametric test for a unit root

Boero, G.
Burridge, P
Nottingham Univ. (United Kingdom). Dept. of Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.810(NU-DE-DP--91/10) / BLDSC - B...

Least squares predictions and mean-variance analysis

Sentana, E.
Centre for Economic Policy Research, London (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(2088) / BLDSC - British Lib...

A simple test for a unit root

Leybourne, S.
Nottingham Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.939(92/20) / BLDSC - British Lib...

Partial least squares (PLS) A comparative assessment

Rogers, C

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:DX89964 / BLDSC - British Library Do...

Root-N-consistent semiparametric regression

Robinson, P
London School of Economics (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.4615(LSE-EPR-DP--9) / BLDSC - B...

Least squares fitting to univariate data subject to restrictions on the signs of the second differences

Demetriou, I.
Powell, M.
Cambridge Univ. (United Kingdom). Dept. of Applied Mathematics and Theoretical Physics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:9106.1605(1996/20) / BLDSC - British ...

Regression-based seasonal unit root tests

Smith, R.J.
Taylor, A.R.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-15) / BLDSC - British Lib...

A comparison of the L_1-norm and least squares for analysing data with possible outliers

Al-Mansoob, M.A.K

January 1991

Available from British Library Document Supply Centre- DSC:DX173487 / BLDSC - British Library Docume...

Unit root tests and mean shifts

Edmonds, G.J.
O'Brien, R.
Podivinsky, J.M
Southampton Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.937(9215) / BLDSC - British Lib...

The sensitivity of autoregressive least squares

O'Brien, R.J.
Southampton Univ. (UK). Dept. of Economics

LD:3597.937(8231) / BLDSC - British Library Document Supply CentreSIGLEGBUnited Kingdo

Filtered least squares and measurement error

Blake, A.P.
Camba-Mendez, G.
National Inst. of Economic and Social Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.532(130) / BLDSC - British Libra...

Low-order spatially-distinct Latin squares

Martin, J
Sheffield Univ. (United Kingdom). Dept. of Probability and Statistics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:7769.086(SU-DPS-RR--449/95) / BLDSC ...

Least square approach to non-normal disturbances

Im, K.S
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.88(CU-DAE-WP--9603) / BLDSC - Br...

Autocorrelation-robust inference

Robinson, P.
Velasco, C.
Suntory and Toyota International Centres for Economics and Related Disciplines, London (United Kingdom). Economics of Industry Group

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(STICERD-DP-EM--96/316) / BLD...

Multiple point least squares equalisation in a room

Elliott, S.J.
Nelson, P.A
Southampton Univ. (United Kingdom). Inst. of Sound and Vibration Research

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:8715.888(ISVR-TR--165) / BLDSC - Bri...

A simple non-parametric test for a unit root

Boero, G.
Burridge, P
Nottingham Univ. (United Kingdom). Dept. of Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.810(NU-DE-DP--91/10) / BLDSC - B...

Least squares predictions and mean-variance analysis

Sentana, E.
Centre for Economic Policy Research, London (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(2088) / BLDSC - British Lib...

A simple test for a unit root

Leybourne, S.
Nottingham Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.939(92/20) / BLDSC - British Lib...

Partial least squares (PLS) A comparative assessment

Rogers, C

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:DX89964 / BLDSC - British Library Do...

Root-N-consistent semiparametric regression

Robinson, P
London School of Economics (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.4615(LSE-EPR-DP--9) / BLDSC - B...

Least squares fitting to univariate data subject to restrictions on the signs of the second differences

Demetriou, I.
Powell, M.
Cambridge Univ. (United Kingdom). Dept. of Applied Mathematics and Theoretical Physics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:9106.1605(1996/20) / BLDSC - British ...

Regression-based seasonal unit root tests

Smith, R.J.
Taylor, A.R.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-15) / BLDSC - British Lib...

A comparison of the L_1-norm and least squares for analysing data with possible outliers

Al-Mansoob, M.A.K

January 1991

Available from British Library Document Supply Centre- DSC:DX173487 / BLDSC - British Library Docume...

Unit root tests and mean shifts

Edmonds, G.J.
O'Brien, R.
Podivinsky, J.M
Southampton Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.937(9215) / BLDSC - British Lib...

Least-squares autoregression with near-unit root

Abstract

Extracted data

Least-squares autoregression with near-unit root

Abstract

Extracted data

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